The optimization problem (REF ) is a positive semidefinite program and can be solved by off-the-shelf solvers like SDPT3 in the CVX toolbox, as suggested in numerous related works on atomic norm.
SDPT3 is based on the interior point method, which tends to be extremely time-consuming even for medium-scale systems.
In Appendix , we develop an efficient algorithm for solving (REF ), which is based on the ADMM algorithm.
One can refer to [1]} for a thorough survey of the ADMM algorithm.
